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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of futures markets"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Equity return"
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Prognoseverfahren
Capital market returns
143
Kapitalmarktrendite
143
USA
74
United States
74
Volatility
34
Volatilität
34
Anlageverhalten
32
Behavioural finance
32
Börsenkurs
30
Share price
30
Estimation
29
Schätzung
29
Welt
26
World
25
Portfolio selection
22
Portfolio-Management
22
Option trading
21
Optionsgeschäft
21
Forecasting model
20
Risikoprämie
13
Risk premium
13
Commodity derivative
12
Rohstoffderivat
12
Capital income
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11
CAPM
10
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Institutioneller Investor
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Option pricing theory
7
Optionspreistheorie
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Statistical distribution
7
Statistische Verteilung
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Ankündigungseffekt
6
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6
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Article in journal
Hochschulschrift
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English
20
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Byun, Suk Joon
2
Alexiou, Lykourgos
1
Asai, Manabu
1
Avino, Davide E.
1
Bisetti, Emilio
1
Campbell, T. Colin
1
Cao, Jie
1
Chen, Lin
1
Chen, Qiang
1
Chordia, Tarun
1
Da, Zhi
1
Favero, Carlo A.
1
Gallmeyer, Michael F.
1
Gao, Xin
1
Garcia, René
1
González, Mariano
1
Guo, Biao
1
Han, Joongho
1
Han, Yu
1
Hong, Lu
1
Huang, Dashan
1
Huang, Dayong
1
Huang, Ying
1
Karolyi, G. Andrew
1
Kim, Da-Hea
1
Lim, Sonya Seongyeon
1
Maio, Paulo
1
Mantilla-Garcia, Daniel
1
Martellini, Lionel
1
McAleer, Michael
1
Moallemi, Ciamac C.
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Nardari, Federico
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Nave Pineda, Juan M.
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Nohel, Tom
1
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1
Petkevich, Alex
1
Rompolis, Leonidas S.
1
Rubio, Gonzalo
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Santa-Clara, Pedro
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
The review of financial studies
21
Finance research letters
18
Journal of banking & finance
12
Journal of financial economics
12
Journal of empirical finance
10
International review of financial analysis
8
Energy economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Pacific-Basin finance journal
7
Journal of international financial markets, institutions & money
6
International review of economics & finance : IREF
5
Journal of econometrics
5
Economic modelling
4
Journal of economic dynamics & control
4
Review of finance : journal of the European Finance Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economics letters
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Quantitative finance
3
The Journal of finance and data science : JFDS
3
The journal of finance : the journal of the American Finance Association
3
Tinbergen Institute research series
3
Accounting and finance
2
Applied economics
2
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
2
ECON PhD dissertations
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international economics
2
Journal of risk and financial management : JRFM
2
Research in international business and finance
2
Review of asset pricing studies
2
Review of quantitative finance and accounting
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ECONIS (ZBW)
20
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1
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
2
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
3
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
4
The predictive power of the dividend risk premium
Avino, Davide E.
;
Stancu, Andrei
;
Wese Simen, Chardin
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
8
,
pp. 2843-2869
Persistent link: https://www.econbiz.de/10012705194
Saved in:
5
Do commodities add economic value in asset allocation? : new evidence from time-varying moments
Gao, Xin
;
Nardari, Federico
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 365-393
Persistent link: https://www.econbiz.de/10011929447
Saved in:
6
A new partial-segmentation approach to modeling international stock returns
Karolyi, G. Andrew
;
Wu, Ying
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 507-546
Persistent link: https://www.econbiz.de/10011929486
Saved in:
7
Dynamic portfolio choice with linear rebalancing rules
Moallemi, Ciamac C.
;
Sağlam, Mehmet
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1247-1278
Persistent link: https://www.econbiz.de/10011743945
Saved in:
8
Industrial electricity usage and stock returns
Da, Zhi
;
Huang, Dayong
;
Yun, Hayong
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10011667702
Saved in:
9
Upper bounds on return predictability
Huang, Dashan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
Saved in:
10
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
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